+50.3%
RMD vs AEE
+48.8%
+1.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.4% |
| 7D | -4.5% | +1.3% | -5.8% | -4.8% |
| 30D | +4.6% | -1.2% | +5.8% | +4.9% |
| 3M | +14.8% | +1.0% | +13.8% | +14.2% |
| 6M | -12.1% | -2.3% | -9.8% | -11.8% |
| YTD | -7.5% | +9.1% | -16.6% | -10.3% |
| 1Y | -20.1% | +10.6% | -30.6% | -22.8% |
| All | +50.3% | +48.8% | +1.5% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AEE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling